unscaledCorr {GPFDA}

Calculate an unscaled NSGP correlation matrix

Description

Calculate an unscaled NSGP correlation matrix

Usage

unscaledCorr(Dist.mat, corrModel, gamma = NULL, nu = NULL)

Arguments

Dist.mat

Distance matrix

corrModel

Correlation function specification used for g(.). It can be either "pow.ex" or "matern".

gamma

Power parameter used in powered exponential kernel function. It must be 0<gamma<=2.

nu

Smoothness parameter of the Matern class. It must be a positive value.

Value

A matrix

References

Konzen, E., Shi, J. Q. and Wang, Z. (2020) "Modeling Function-Valued Processes with Nonseparable and/or Nonstationary Covariance Structure" <arXiv:1903.09981>.

Examples

## See examples in vignette:
# vignette("nsgpr", package = "GPFDA")